Complete both the Hunter and Ark storylines in Story mode (offline) to unlock the Dressing Room. It will disappear after each use, but will reappear again each time either the Hunter or Arkz storyline is completed once more.

Hold X and press A or B while standing in an online lobby to create a Photon Chair that matches your character's Section ID. Press A to move forwards or use the Analog-stick to turn. Press B to get rid of the chair.